+269.4%
HPE vs GME
+11.4%
+258.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.3% | -0.2% | +4.8% |
| 7D | +13.6% | +4.8% | +8.8% | +13.3% |
| 30D | +7.7% | +5.9% | +1.9% | +7.3% |
| 3M | +22.4% | -10.7% | +33.1% | +23.1% |
| 6M | +172.6% | -19.8% | +192.4% | +175.8% |
| YTD | +147.5% | -0.9% | +148.5% | +146.8% |
| 1Y | +151.8% | -15.7% | +167.5% | +153.5% |
| All | +269.4% | +11.4% | +258.0% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling